Sfoglia per Afferenza Dipartimento di Economia e Finanza
Masanori Ohya, 1947 – 2016
2016-01-01 Accardi, L; Jamiołkowski, A; Michalski, M
Master fields, drift and dispersion in the stochastic limit of quantum theory
2007-01-01 Accardi, L; Cubillo, F
Matematica non commutativa
2000-01-01 Accardi, L; Gibilisco, P
Maximum likelihood drift estimation for a threshold diffusion
2020-01-01 Lejay, A; Pigato, P
Maximum likelihood estimation of time series models: the Kalman filter and beyond
2012-01-01 Proietti, T; Luati, A
Mean quantum sojourn time
1999-01-01 Accardi, L; Fernandez, C; Prado, H; Rebolledo, R
Measures on product spaces
1973-01-01 Accardi, L
Measuring and managing financial risk
2009-01-01 Herzel, S; Cerrato, M
Measuring core inflation by multivariate structural time series models
2006-05-01 Proietti, T
Measuring core inflation by multivariate structural time series models
2006-01-01 Proietti, T
Measuring Italian well-being by modified TOPSIS (Tecnique for Order Preference by Similarity to Ideal Solution)
2012-01-01 Carbonaro, I
Measuring poverty in the Western Balkans: recent trends
2013-01-01 Carletto, C; Ruggeri Laderchi, C; Savastano, S
Measuring spatial effects in presence of institutional constraints: the case of Italian Local Health Authority expenditure
2014-01-01 Atella, V; Belotti, F; Depalo, D; PIANO MORTARI, A
Measuring sustainability
2018-01-01 Giovannini, E; MARLENE DE, S; Walter, R
Measuring the business cycle effects of permanent and transitory shocks in cointegrated time series
2003-01-01 Centoni, M; Cubadda, G
Measuring the deterrence properties of competition policy
2011-01-01 Buccirossi, P; Ciari, L; Duso, T; Spagnolo, G; Vitale, C
Measuring the error of dynamic hedging: a Laplace transform approach
2009-01-01 Angelini, F; Herzel, S
Measuring the prediction error: a comparison of cross-validation, bootstrap and covariance penalty methods
2010-01-01 Borra, S; Di Ciaccio, A
Measuring the prediction error: a comparison of cross-validation, bootstrap and hold-out methods
2007-01-01 Borra, S; Di Ciaccio, A
Measuring the propagation of financial distress with Granger-causality tail risk networks
2018-01-01 Corsi, F; Lillo, F; Pirino, De; Trapin, L
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile